NEW APPROACH FOR WOLFE’S MODIFIED SIMPLEX METHOD TO SOLVE QUADRATIC PROGRAMMING PROBLEMS

Abstract

In this paper, an alternative method for Wolfe’s modified simplex method is introduced. This method is easy to solve quadraticprogramming problem (QPP) concern with non-linear programming problem (NLPP). In linear programming models, thecharacteristic assumption is the linearity of the objective function and constraints. Although this assumption holds in numerouspractical situations, yet we come across many situations where the objective function and some or all of the constraints are nonlinear functions. The non-linearity of the functions makes the solution of the problem much more involved as compared to LPPsand there is no single algorithm like the simplex method, which can be employed to solve efficiently all NPPs.